Anic Equity¶

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Total return since start: 0.58 %¶

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Equity now: -----------------------------> 48256.06 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46055.86 Kr¶

PnL: ---------------------------------------> -2166.39 Kr¶

DD now: ---------------------------------> -7.329 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:11:30.771957'

Anic Portfolio¶

Today¶

Return: -0.444 %¶

This Week¶

Return: -0.444 %¶

Total¶

Return: 57.978 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.270000 828.000000 130.000000 18.620000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -2.700000 706.230000 20.230000 2.950000 686.000016
Tietoevry 2 -1.750000 650.000000 12.000000 1.880000 638.000000
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Vitec Software Group B 1 -1.890000 494.000000 9.000000 1.860000 485.000000
Nordisk Bergteknik B 130 -3.020000 4173.000000 9.000000 0.220000 4163.999970
Tobii Dynavox 109 -2.170000 2729.910000 7.910000 0.290000 2721.999993
SKF A 3 -3.770000 590.400000 -2.600000 -0.440000 593.000001
Mycronic 3 -3.140000 646.800000 -5.200000 -0.800000 651.999999
SKF B 3 -3.980000 590.250000 -5.750000 -0.960000 596.000001
G5 Entertainment 3 -1.670000 565.200000 -6.800000 -1.190000 572.000001
Addnode Group B 6 -2.440000 696.600000 -12.400000 -1.750000 709.000002
ASSA ABLOY B 2 -1.800000 501.400000 -12.600000 -2.450000 514.000000
Embracer Group B 14 -5.230000 673.190000 -15.810000 -2.290000 689.000004
ITAB Shop Concept 56 -2.910000 672.000000 -19.000000 -2.750000 691.000016
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna A 7 -3.430000 611.100000 -21.900000 -3.460000 632.999997
Loomis 6 -2.380000 2018.400000 -24.600000 -1.200000 2043.000000
Fastighetsbolag. Emilshus Pref 21 -2.490000 535.500000 -26.500000 -4.720000 562.000005
Husqvarna B 7 -3.360000 611.940000 -28.060000 -4.380000 639.999997
Rejlers B 6 -2.520000 927.600000 -34.400000 -3.580000 961.999998
Arion Banki SDB 61 -1.090000 662.460000 -34.540000 -4.960000 697.000030
Avanza Bank Holding 2 -7.930000 471.600000 -39.400000 -7.710000 511.000000
Norva24 Group 12 -0.330000 366.720000 -40.530000 -9.950000 407.250000
Swedbank A 3 -3.520000 576.150000 -41.850000 -6.770000 618.000000
Lagercrantz Group B 5 -2.590000 564.000000 -43.000000 -7.080000 607.000000
Collector Bank 29 -6.930000 1183.200000 -50.800000 -4.120000 1233.999996
Mips 1 -3.020000 469.000000 -60.000000 -11.340000 529.000000
Dustin Group 18 -5.120000 607.680000 -62.320000 -9.300000 669.999996
Nordea Bank Abp 30 -4.200000 3693.600000 -69.400000 -1.840000 3762.999990
AFRY 3 -3.090000 517.800000 -77.200000 -12.970000 594.999999
Fastighetsbolaget Emilshus B 23 12.710000 608.930000 -86.070000 -12.380000 694.999993
Viaplay Group B 4 -6.260000 940.000000 -97.000000 -9.350000 1037.000000
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
RVRC Holding 17 -4.850000 540.600000 -142.400000 -20.850000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.930000 3520.000000 -618.000000 -14.930000 4138.000000
TOTAL 46055.860000 -2166.390000 -7.32912% 48222.250041

Updated:¶

'2023-03-13 13:11:45.182797'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶